<ol>
  <li>
    Zhou, Nan and Cheng, Wen and Qin, Yichen and Yin, Zongcheng, Evolution of High Frequency Systematic Trading: A Performance-Driven Gradient Boosting Model (September 10, 2013). <a href="https://ssrn.com/abstract=2323899">Online copy</a>
  </li>
</ol>